SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
SPY SPDR S&P; 500 ETF 6.25 +8.00% 327423 187.01 196.86
Gilead Sciences conv 2.98 +51.00% 9382000 3.11 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 2.45 +5.00% 17116000 1.40 0.00
Priceline.com debt 1.000% 3/1 1.73 +6.00% 11956000 1.42 0.00
Microchip Technology Inc sdcv 2.125%12/1 1.60 -29.00% 8480000 1.85 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.59 -28.00% 9112000 1.71 0.00
Wellpoint Inc Note cb 1.59 +23.00% 10684000 1.46 0.00
Health Care Reit Pfd I 6.5% 1.41 -13.00% 249108 55.54 0.00
Stillwater Mng Co note 1.750%10/1 1.41 -15.00% 10638000 1.30 0.00
Wells Fargo & Company mtnf 0.125% 3/0 1.39 -5.00% 9661000 1.41 0.00
Forest City Enterprises conv 1.34 +63.00% 11728000 1.12 0.00
General Cable Corp Del New frnt 4.500% 11/1 1.32 +8.00% 12975000 1.00 0.00
Sandisk Corp note 1.500% 8/1 1.32 -11.00% 7888000 1.64 0.00
Meritor Inc conv 1.30 NEW 8455000 1.51 0.00
Cemex Sab De Cv conv bnd 1.28 -11.00% 8800000 1.43 0.00
Wesco Intl Inc dbcv 6.000% 9/1 1.24 -23.00% 4085000 2.97 0.00
Bank Of America Corporation preferred 1.24 +61.00% 10632 1144.19 0.00
Solarcity Corp note 2.750%11/0 1.12 +433.00% 8498000 1.29 0.00
Tesla Motors Inc bond 1.11 NEW 12000000 0.91 0.00
CUBIST PHARM CONVERTIBLE security 1.04 -26.00% 3976000 2.56 0.00
Wright Medical Group Inc note 2 000 8/1 1.01 7295000 1.35 0.00
Keycorp New pfd 7.75% sr a 1.00 +2.00% 75775 129.20 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 1.00 -9.00% 5214000 1.88 0.00
Wells Fargo & Company Non-cum Perpet cnv 0.99 +157.00% 8308 1173.09 0.00
Medicines Co dbcv 1.375% 6/0 0.96 7737000 1.22 0.00
Newpark Res Inc note 4.000%10/0 0.94 7225000 1.28 0.00
Micron Technology Inc conv 0.91 NEW 8084000 1.10 0.00
Sterlite Inds India Ltd note 4.000%10/3 0.87 8490000 1.00 0.00
Cien 4 12/15/20 0.86 -15.00% 5900000 1.42 0.00
Ford Mtr Co Del note 4.250%11/1 0.84 +2.00% 4548000 1.81 0.00
Icon 2 1/2 06/01/16 0.84 -6.00% 6072000 1.36 0.00
ALR-B Alere 0.76 +31.00% 25750 289.05 0.00
Take-two Interactive Sof note 0.75 -8.00% 5593000 1.31 0.00
Walter Invt Mgmt Corp note 0.75 -14.00% 7849000 0.94 0.00
Old Republic Intl Corp note 0.74 +3.00% 5825000 1.24 0.00
Phh Corp cnv 0.74 -8.00% 3350000 2.15 0.00
Vipshop Holdings Ltd - Ads bond 0.72 NEW 7012000 1.01 0.00
Equinix Inc note 3.000%10/1 0.70 -14.00% 4256000 1.62 0.00
Lam Research Corp conv 0.70 +3.00% 5501000 1.24 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.70 -12.00% 5250000 1.31 0.00
Radian Group Inc note 0.70 -33.00% 4500000 1.53 0.00
Cadence Design Sys Cvt 2.625 6 convert 0.69 -25.00% 3268000 2.07 0.00
Forestar Group Inc note 0.69 6337000 1.06 0.00
Mylan Inc note 3.750% 9/1 0.68 1817000 3.68 0.00
Ryland Group note 0.65 -11.00% 4500000 1.42 0.00
Thrx 2 1/8 01/15/23 0.65 -10.00% 4950000 1.29 0.00
Incyte Corp note 4.750%10/0 0.62 1000000 6.08 0.00
Arcelormittal Sa Luxembourg mand cv nt 16 0.62 -11.00% 251950 23.92 0.00
Prologis Inc note 3.250% 3/1 0.61 5098000 1.17 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.59 +11.00% 4450000 1.30 0.00
Micron Technology Inc note 1.625% 2/1 0.59 NEW 2602000 2.21 0.00
Intel Corp sdcv 0.58 +7.00% 4836000 1.18 0.00
Mgm Mirage conv 0.58 +7.00% 3860000 1.46 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.57 -24.00% 75695 73.14 0.00
Omnicare Inc note 3.750%12/1 0.57 -7.00% 2450000 2.27 0.00
Standard Pacific Corp cnv 0.55 -18.00% 4361000 1.24 0.00
Vector Group Ltd frnt 1/1 0.52 NEW 3725000 1.36 0.00
Rpm International Inc convertible cor 0.52 +2.00% 4433000 1.16 0.00
Continental Airls Inc note 4.500% 1/1 0.49 2017000 2.38 0.00
Starwood Property Trust note 0.49 4236000 1.14 0.00
Gt Advanced Technologies Inc note 3.000%12/1 0.49 +495.00% 2975000 1.62 0.00
Meritage Homes Corp conv 0.48 +14.00% 4450000 1.06 0.00
L-3 Communications Corp debt 3.000% 8/0 0.47 3429000 1.33 0.00
Jarden Corp note 1.875% 9/1 0.47 +23.00% 3333000 1.39 0.00
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.46 145535 30.79 0.00
Ascent Cap Group Inc note 4.000% 7/1 0.46 -12.00% 4500000 1.00 0.00
Nextera Energy Inc unit 0.45 +9.00% 71830 61.37 0.00
Slxp 1 1/2 03/15/19 0.44 +9.00% 2576000 1.69 0.00
Tesla Motors Inc bond 0.44 NEW 4735000 0.92 0.00
Hologic Inc frnt 2.000%12/1 0.43 -7.00% 3672000 1.14 0.00
Ttm Technologies Inc conv 0.42 NEW 3726000 1.11 0.00
Linear Technology Corp note 3.000% 5/0 0.41 3335000 1.19 0.00
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 0.41 +6.00% 38395 105.48 105.44
Chiquita Brands Intl Inc note 4.250% 8/1 0.41 4000000 1.01 0.00
Ishares Tr fltg rate nt 0.41 +6.00% 79812 50.72 0.00
Phh Corp note 4.000% 9/0 0.39 3521000 1.08 0.00
Bristow Group Inc note 3.000% 6/1 0.38 +72.00% 2982000 1.24 0.00
Ares Capital Corp 5.75 16 convert 0.38 3383000 1.09 0.00
Dominion Res Inc Va unit 04/01/2013 0.38 +30.00% 64623 57.39 0.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.38 +279.00% 3073000 1.22 0.00
Level 3 Communications Inc note 0.37 -12.00% 2364000 1.54 0.00
Developers Diversified Rlty note 1.750%11/1 0.37 3155000 1.16 0.00
Hawaiian Holdings Inc conv 0.37 -66.00% 1950000 1.84 0.00
On Semiconductor Corp note 2.625%12/1 0.37 +376.00% 2933000 1.22 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.36 -18.00% 3329000 1.06 0.00
Al Us conv 0.36 +2.00% 2294000 1.52 0.00
Omnicare Inc bond 0.36 +649.00% 3531000 1.01 0.00
Callaway Golf 0.36 -28.00% 2500000 1.42 0.00
United Technol conv prf 0.35 -14.00% 51995 66.58 0.00
Electronic Arts Inc conv 0.35 2918000 1.16 0.00
Starwood Ppty note 4.0% 1/15/ 0.35 -13.00% 2988000 1.15 0.00
Bpz Resources Inc note 8.500%10/0 0.35 +50.00% 3000000 1.15 0.00
Fluidigm Corporation convertible cor 0.35 NEW 3022000 1.13 0.00
Lifepoint Hospitals Inc note 3.500% 5/1 0.34 3137000 1.06 0.00
Kb Home note 0.34 -18.00% 3250000 1.02 0.00
American Rlty Cap Pptys Inc note 3.750%12/1 0.33 NEW 2991000 1.09 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.33 +2.00% 2948000 1.11 0.00
Sba Communications Corp note 4.000%10/0 0.32 1043000 2.99 0.00
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.32 1317000 2.35 0.00
Mgic Investment Corp note 0.31 +7.00% 2154000 1.40 0.00
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.30 2000000 1.46 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.30 +47.00% 2950000 1.00 0.00
Stanley Black & Decker Inc unit 99/99/9999 0.29 -11.00% 22760 126.32 0.00
Webmd Health Conv Sr Notes conv 0.29 -59.00% 2774000 1.01 0.00
Hos Us conv 0.29 2467000 1.14 0.00
Cobalt Intl Energy Inc note 0.26 -45.00% 2750000 0.94 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.26 NEW 2500000 1.02 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.25 -76.00% 1370000 1.79 0.00
Navistar Intl Corp New note 3.000%10/1 0.24 -37.00% 2336000 1.01 0.00
GE General Electric Company 0.24 -54.00% 91234 25.88 25.84
Teleflex Inc note 3.875% 8/0 0.24 -17.00% 1319000 1.77 0.00
Alpha Natural Resources Inc note 4.875%12/1 0.24 +6900.00% 2870000 0.82 0.00
Radian Group Inc note 3.000%11/1 0.23 +15.00% 1504000 1.48 0.00
Airtran Hldgs Inc note 5.250%11/0 0.23 +11.00% 1168000 1.94 0.00
Mentor Graphics 4% 2031 conv 0.23 -24.00% 1851000 1.24 0.00
Molina Healthcare Inc note 3.750%10/0 0.22 -39.00% 1786000 1.23 0.00
Ppl Corporation 8.75% pfd cv 0.22 -40.00% 39615 54.68 0.00
Rti Intl Metals Inc note 1.625%10/1 0.22 2176000 0.98 0.00
Chemed Corp New note 1.875% 5/1 0.21 1854000 1.12 0.00
Akorn Inc note 3.500% 6/0 0.21 -11.00% 795000 2.55 0.00
X 2 3/4 04/01/19 0.21 +2.00% 1579000 1.30 0.00
Crown Castle International Corp. pfd stk 0.21 -46.00% 20518 101.76 0.00
Seacor Holdings Inc note 2.500%12/1 0.21 -40.00% 1697000 1.19 0.00
JPM JPMorgan Chase & Co. 0.20 -55.00% 32529 60.68 58.03
Covanta Holding Conv conv bnd 0.20 -50.00% 1673000 1.16 0.00
Gilead Sciences conv 0.20 -88.00% 640000 3.13 0.00
Fidelity National Finance conv 0.20 -23.00% 1270000 1.58 0.00
Weyerhaeuser C conv prf 0.20 -51.00% 35560 54.27 0.00
D R Horton Inc note 2.000% 5/1 0.19 -79.00% 1091000 1.67 0.00
Danaher Corp Del debt 0.18 796000 2.18 0.00
Huntington Bancshares Inc pfd conv ser a 0.18 -52.00% 1420 1273.24 0.00
Salesforce Com Inc note 0.750% 1/1 0.18 +17.00% 652000 2.67 0.00
Greenbrier Co Inc conv bnd 0.18 1253000 1.41 0.00
Janus Capital conv 0.18 +35.00% 1494000 1.20 0.00
AAPL Apple 0.17 -68.00% 3023 536.88 94.33
GOOG Google 0.17 -60.00% 1461 1114.31 587.87
Uthr 1 09/15/16 0.17 +42.00% 830000 1.99 0.00
Exterran Hldgs Inc note 4.250% 6/1 0.16 -43.00% 839000 1.91 0.00
XOM Exxon Mobil Corporation 0.16 -65.00% 16046 97.59 102.58
United Rentals Inc note 4.000%11/1 0.16 +2.00% 185000 8.57 0.00
Citi 0.16 -55.00% 33716 47.60 0.00
CMCSA Comcast Corporation 0.15 -60.00% 29678 50.04 53.96
Ares Capital Corp 5.125 2016 conv 0.15 -67.00% 1359000 1.07 0.00
Invesco Ltd shs 0.14 -38.00% 36522 36.99 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.13 -58.00% 1127000 1.10 0.00
Sunpower Corp dbcv 4.750% 4/1 0.12 -4.00% 997000 1.22 0.00
Western Refng Inc note 5.750% 6/1 0.12 -90.00% 279000 4.05 0.00
XLU Utilities SPDR 0.12 NEW 28895 41.50 42.58
Genesee & Wyoming 0.12 9452 128.44 0.00
PFE Pfizer 0.11 -60.00% 32275 32.10 30.43
IYR iShares Dow Jones US Real Estate 0.11 NEW 15630 67.50 72.82
Health Care Reit Inc note 3.000%12/0 0.11 +6.00% 947000 1.18 0.00
JNJ Johnson & Johnson 0.10 -61.00% 10047 98.14 101.13
KMB Kimberly-Clark Corporation 0.10 8685 110.31 112.23
EWY iShares MSCI South Korea Index Fund 0.10 NEW 15634 61.47 64.59
Goldcorp Inc New note 2.000% 8/0 0.09 +72.00% 919000 1.00 0.00
Ciena Corp note 0.875% 6/1 0.09 908000 1.01 0.00
MA MasterCard Incorporated 0.09 +566.00% 11403 74.63 76.85
IP International Paper Company 0.09 -29.00% 20024 45.80 48.70
CVS CVS Caremark Corporation 0.09 -61.00% 11477 74.76 76.85
OXY Occidental Petroleum Corporation 0.09 -56.00% 8926 95.12 100.10
PG Procter & Gamble Company 0.09 -67.00% 11324 80.54 80.06
Laboratory Corp Amer Hldgs debt 0.09 +7.00% 705000 1.31 0.00
Hologic Inc cnv 0.09 818000 1.02 0.00
Arcc 4 7/8 03/15/17 0.09 -67.00% 869000 1.07 0.00
Dfc Global 0.09 -78.00% 1000000 0.85 0.00
MSFT Microsoft Corporation 0.08 -71.00% 20077 41.04 44.32
VZ Verizon Communications 0.08 -59.00% 16695 47.50 50.76
FL Foot Locker 0.08 -70.00% 15969 46.90 48.19
SLB Schlumberger 0.08 -64.00% 8281 97.45 113.30
UNH UnitedHealth 0.08 -59.00% 9247 81.97 84.37
PXD Pioneer Natural Resources 0.08 +12.00% 3962 187.03 224.45
MET MetLife 0.08 -50.00% 14137 52.84 55.18
CELG Celgene Corporation 0.08 -47.00% 5275 139.34 84.84
Industries N shs - a - 0.08 -53.00% 9071 88.96 0.00
Rayonier Inc conv 0.08 520000 1.45 0.00
L Loews Corporation 0.07 16540 44.07 44.12
Omnicare Inc dbcv 3.250%12/1 0.07 -77.00% 599000 1.07 0.00
OC Owens Corning 0.07 NEW 15633 43.24 36.78
CBS CBS Corporation 0.07 -33.00% 11078 61.65 61.08
CVX Chevron Corporation 0.07 -68.00% 5988 119.07 130.52
BA Boeing Company 0.07 -36.00% 5293 125.83 127.29
NOV National-Oilwell Var 0.07 -24.00% 8452 77.73 85.24
EMN Eastman Chemical Company 0.07 -43.00% 7909 86.23 86.32
ALL Allstate Corporation 0.07 -56.00% 11519 56.60 57.76
APC Anadarko Petroleum Corporation 0.07 -53.00% 7717 84.75 107.02
COF Capital One Financial 0.07 -59.00% 9155 77.33 82.33
HAL Halliburton Company 0.07 -47.00% 12170 58.75 71.68
BCS Barclays 0.07 -42.00% 42222 15.63 14.39
MFG Mizuho Financial 0.07 -51.00% 174110 3.99 3.96
EWU iShares MSCI United Kingdom Index 0.07 NEW 35141 20.57 20.73
PT GA Cimatron Ltd ord 0.07 +31.00% 98757 7.23 0.00
Twenty-first Century Fox 0.07 -43.00% 20586 31.91 0.00
Chesapeake Energy Corp note 2.500% 5/1 0.06 -7.00% 600000 1.02 0.00
USB U.S. Ban 0.06 -66.00% 12577 42.86 42.10
FDX FedEx Corporation 0.06 -52.00% 4141 132.82 152.44
HD Home Depot 0.06 -70.00% 6840 79.24 79.65
T AT&T; 0.06 -67.00% 17941 35.06 36.11
APA Apache Corporation 0.06 -6.00% 7514 83.04 98.26
UNP Union Pacific Corporation 0.06 -64.00% 3313 188.05 101.22
WFC Wells Fargo & Company 0.06 -74.00% 11665 49.72 51.10
VLO Valero Energy Corporation 0.06 -43.00% 11718 53.08 48.29
AMGN Amgen 0.06 -64.00% 4827 122.85 117.49
EBAY eBay 0.06 -73.00% 10247 55.24 51.40
TJX TJX Companies 0.06 -52.00% 9294 60.58 52.12
BUD Anheuser-Busch InBev NV 0.06 -55.00% 5595 105.63 111.51
V Visa 0.06 -58.00% 2788 215.93 218.97
DHI D.R. Horton 0.06 -55.00% 25311 21.69 23.86
MWA Mueller Water Products 0.06 -8.00% 60199 9.50 8.11
ARCC Ares Capital Corporation 0.06 +40.00% 32278 17.66 17.05
Ingersoll-rand Co Ltd-cl A 0.06 -33.00% 11045 57.40 0.00
BAS Basic Energy Services 0.06 20205 27.42 27.15
CWST Casella Waste Systems 0.06 -3.00% 121656 5.10 4.86
AGG iShares Lehman Aggregate Bond 0.06 5295 108.03 109.34
Fortune Brands 0.06 -18.00% 12841 41.97 0.00
Eaton 0.06 -61.00% 7565 75.21 0.00
Abbvie 0.06 -36.00% 12114 51.59 0.00
Chesapeake Energy Corp note 2.750%11/1 0.05 NEW 466000 1.04 0.00
Steel Dynamics Inc note 5.125% 6/1 0.05 -4.00% 484000 1.08 0.00
BAC Bank of America Corporation 0.05 -65.00% 29411 17.20 15.45
DFS Discover Financial Services 0.05 -37.00% 7641 58.24 63.31
KO Coca-Cola Company 0.05 -70.00% 11875 38.65 42.34
COST Costco Wholesale Corporation 0.05 +161.00% 4421 111.51 117.20
DIS Walt Disney Company 0.05 -68.00% 6184 80.21 85.87
DOW Dow Chemical Company 0.05 -44.00% 9958 48.50 51.92
RF Regions Financial Corporation 0.05 -62.00% 43886 11.10 10.20
RTN Raytheon Company 0.05 -54.00% 5254 98.78 95.53
Agilent Technologies Inc C ommon 0.05 -45.00% 7978 56.03 0.00
EOG EOG Resources 0.05 -17.00% 2718 196.84 115.58
ORCL Oracle Corporation 0.05 -62.00% 11794 40.78 39.97
DAL Delta Air Lines 0.05 -63.00% 13424 34.56 36.85
AMD Advanced Micro Devices 0.05 NEW 129480 4.01 3.77
Alza Corp sdcv 7/2 0.05 +38.00% 342000 1.35 0.00
BKS Barnes & Noble 0.05 +8.00% 21715 20.91 22.27
CBEY Cbeyond 0.05 NEW 66545 7.24 9.99
CBB Cincinnati Bell 0.05 NEW 130050 3.47 3.93
AMED Amedisys 0.05 +54.00% 32755 14.87 15.77
FORM FormFactor 0.05 NEW 71470 6.39 7.57
HW Headwaters Incorporated 0.05 -64.00% 35492 13.21 12.44
NWY New York & Company 0.05 -33.00% 103440 4.40 3.49
CYNO Cynosure 0.05 -58.00% 16455 29.17 20.64
GY Gen 0.05 NEW 24315 18.30 18.34
VITC Vitacost 0.05 NEW 66030 7.10 7.99
AIG American International 0.05 -53.00% 10450 50.14 55.01
OCLR Oclaro 0.05 +8.00% 160770 3.10 2.08
ESC Emeritus Corporation 0.05 +9.00% 16000 31.38 33.52
LCUT Lifetime Brands 0.05 -30.00% 25010 17.83 16.66
KTOS Kratos Defense & Security Solutions 0.05 NEW 61610 7.55 7.64
Te Connectivity Ltd for 0.05 -44.00% 8090 60.20 0.00
Acelrx Pharmaceuticals 0.05 -46.00% 40856 11.99 0.00
Rpx 0.05 -35.00% 28578 16.31 0.00
Brookdale Senior Living note 0.05 -2.00% 381000 1.36 0.00
Nuvasive Inc. conv 0.05 NEW 432000 1.19 0.00
Midstates Pete 0.05 -14.00% 96875 5.37 0.00
Durata Therapeutics 0.05 NEW 33985 13.51 0.00
Restoration Hardware Hldgs I 0.05 NEW 6195 73.77 0.00
Blackhawk Network Hldgs Inc cl a 0.05 NEW 19335 24.41 0.00
Web Com Group Inc note 1.000% 8/1 0.05 -55.00% 417000 1.17 0.00
American Airls 0.05 13922 36.63 0.00
Chegg 0.05 NEW 73510 6.99 0.00
SOL ReneSola 0.04 NEW 113710 3.21 2.58
BRK.B Berkshire Hathaway 0.04 -76.00% 3145 124.64 0.00
REGN Regeneron Pharmaceuticals 0.04 -53.00% 1392 301.01 304.39
KR Kroger 0.04 NEW 8110 43.65 49.48
MYL Mylan 0.04 -53.00% 8378 48.70 51.24
MCK McKesson Corporation 0.04 -72.00% 2012 176.44 189.04
HPQ Hewlett-Packard Company 0.04 -62.00% 12365 32.35 34.52
MRK Merck & Co 0.04 -76.00% 7199 56.81 58.02
PEP Pepsi 0.04 -70.00% 4611 83.71 89.71
TXN Texas Instruments Incorporated 0.04 -30.00% 8346 46.73 48.87
QCOM QUALCOMM 0.04 -72.00% 5102 79.18 79.39
SBUX Starbucks Corporation 0.04 -52.00% 5336 73.46 77.52
PRU Prudential Financial 0.04 NEW 4749 84.65 89.75
OSTK Overstock 0.04 +89.00% 21900 19.68 14.09
YHOO Yahoo! 0.04 +78.00% 12087 35.99 33.26
IWM iShares Russell 2000 Index 0.04 -12.00% 2991 116.35 113.28
NKTR Nektar Therapeutics 0.04 NEW 33600 12.11 10.74
SWS SWS 0.04 NEW 57670 7.49 7.17
URBN Urban Outfitters 0.04 -42.00% 9989 36.44 33.63
RTK Rentech 0.04 -37.00% 206406 1.90 2.33
GDX Market Vectors Gold Miners ETF 0.04 NEW 18009 23.54 26.79
ENTR Entropic Communications 0.04 NEW 106750 4.09 3.17
Ezchip Semiconductor Lt 0.04 -55.00% 13738 25.40 0.00
GAME Technolog debt 0.04 -93.00% 417000 1.00 0.00
Alliant Techsystems Inc note 3.000% 8/1 0.04 -2.00% 232000 1.86 0.00
GM General Motors Company 0.04 -56.00% 10944 34.54 37.26
RLOC ReachLocal 0.04 NEW 44245 9.85 6.77
GLUU Glu Mobile 0.04 NEW 92490 4.74 7.34
Yrc Worldwide Inc Com par $.01 0.04 NEW 19500 22.51 0.00
XOMA CORP Common equity shares 0.04 NEW 74580 5.20 0.00
Caesars Entertainment 0.04 +8.00% 18720 18.96 0.00
Lam Research Corp note 0.500% 5/1 0.04 +82.00% 355000 1.16 0.00
Audience 0.04 -56.00% 33756 12.47 0.00
Cell Therapeutics 0.04 NEW 119865 3.40 0.00
Banc Of California 0.04 -45.00% 30680 12.26 0.00
Cancer Genetics 0.04 -62.00% 23345 15.08 0.00
Bind Therapeutics 0.04 +39.00% 32955 11.96 0.00
Voxeljet Ag ads 0.04 NEW 16040 25.12 0.00
Tandem Diabetes Care 0.04 NEW 18820 22.05 0.00
Chc 0.04 NEW 57260 7.39 0.00
Caci Intl Inc note 2.125% 5/0 0.03 -71.00% 184000 1.34 0.00
TWX Time Warner 0.03 -75.00% 5193 64.70 86.96
AMG Affiliated Managers 0.03 -2.00% 1398 200.29 204.45
WMT Wal-Mart Stores 0.03 -72.00% 4380 76.26 76.71
VIA.B Via 0.03 -58.00% 3954 84.98 0.00
ABT Abbott Laboratories 0.03 -60.00% 7140 38.52 42.34
UPS United Parcel Service 0.03 NEW 2576 97.83 104.03
BBBY Bed Bath & Beyond 0.03 NEW 4143 68.79 61.65
CSCO Cisco Systems 0.03 -86.00% 14918 22.39 25.77
PPG PPG Industries 0.03 -59.00% 1534 193.61 208.31
INTC Intel Corporation 0.03 -74.00% 12432 25.66 33.88
MDT Medtronic 0.03 -70.00% 4369 61.57 61.78
LVS Las Vegas Sands 0.03 NEW 3385 80.95 72.34
COP ConocoPhillips 0.03 -19.00% 4716 70.19 84.64
IBM International Business Machines 0.03 -85.00% 1414 193.07 189.91
M Macy's 0.03 -58.00% 4539 59.26 56.64
PH Parker-Hannifin Corporation 0.03 NEW 2121 119.75 122.81
PM Philip Morris International 0.03 -72.00% 3983 81.85 85.27
UTX United Technologies Corporation 0.03 -73.00% 2306 116.65 112.85
BIIB Biogen Idec 0.03 -45.00% 824 305.83 303.17
FCX Freeport-McMoRan Copper & Gold 0.03 -49.00% 9300 32.90 38.57
GILD Gilead Sciences 0.03 -82.00% 3960 70.96 89.92
MBI MBIA 0.03 -64.00% 23373 13.95 9.66
DISCA Discovery Communications 0.03 -58.00% 3819 82.74 84.55
MRO Marathon Oil Corporation 0.03 NEW 8993 35.47 39.44
AMZN Amazon 0.03 -72.00% 950 333.68 358.73
TIBX Tibco Software 0.03 -51.00% 13705 20.28 19.44
HTZ Hertz Global Holdings 0.03 NEW 9601 26.66 28.45
TESO Tesco Corporation 0.03 NEW 14551 18.49 20.48
WAL Western Alliance Bancorporation 0.03 NEW 12933 24.59 23.75
ZION Zions Bancorporation 0.03 NEW 9801 30.92 28.56
HUN Huntsman Corporation 0.03 -52.00% 11915 24.34 27.01
REXX Rex Energy Corporation 0.03 NEW 15971 18.66 14.85
LAYN Layne Christensen Company 0.03 -12.00% 15137 18.17 12.18
OII Oceaneering International 0.03 NEW 4396 71.66 72.26
ALXN Alexion Pharmaceuticals 0.03 -62.00% 1723 152.64 159.88
WFD Westfield Financial 0.03 -42.00% 42044 7.44 7.33
PSEC Prospect Capital Corporation 0.03 NEW 22632 10.83 10.75
COWN Cowen 0.03 NEW 71839 4.41 4.28
PGTI PGT 0.03 NEW 21725 11.51 7.95
IWO iShares Russell 2000 Growth Index 0.03 NEW 2200 135.91 131.30
CAP CAI International 0.03 NEW 13749 24.66 21.38
Fabrinet shs 0.03 NEW 13970 20.76 0.00
HHC Howard Hughes 0.03 NEW 1819 142.94 150.59
Pacira Pharmaceuticals 0.03 -60.00% 4433 70.16 0.00
Sanchez Energy Corp C ommon stocks 0.03 -67.00% 10045 29.47 0.00
NETWORK 0.03 -59.00% 28118 11.06 0.00
Sunshine Heart 0.03 +47.00% 56346 5.89 0.00
Facebook Inc cl a 0.03 -73.00% 4121 60.42 0.00
Mondelez Int 0.03 -58.00% 8653 34.55 0.00
Kraft Foods 0.03 NEW 5951 55.96 0.00
Ptc 0.03 -62.00% 7175 35.54 0.00
Rexford Industrial Realty Inc reit 0.03 NEW 17380 14.21 0.00
Montage Technology 0.03 -66.00% 15560 19.99 0.00
LEA Lear Corporation 0.02 -69.00% 2540 83.86 95.53
STT State Street Corporation 0.02 NEW 2982 69.42 69.56
AXP American Express Company 0.02 -53.00% 2610 90.42 93.24
BK Bank of New York Mellon Corporation 0.02 -71.00% 6647 35.50 38.45
Suntrust Banks Inc $1.00 Par Cmn 0.02 -78.00% 6035 39.77 0.00
VRTX Vertex Pharmaceuticals Incorporated 0.02 -61.00% 3190 70.85 96.89
MMM 3M Company 0.02 -80.00% 1649 135.23 143.75
JBHT J.B. Hunt Transport Services 0.02 NEW 3385 72.08 77.78
EMR Emerson Electric 0.02 -62.00% 3231 66.54 67.32
URI United Rentals 0.02 -74.00% 2538 94.56 111.85
F Ford Motor Company 0.02 -61.00% 13562 15.71 17.82
DHR Danaher Corporation 0.02 -71.00% 3071 75.22 74.96
EMC EMC Corporation 0.02 -70.00% 8135 27.54 27.95
ROP Roper Industries 0.02 NEW 1820 133.52 143.10
EVC Entravision Communication 0.02 -5.00% 35462 6.68 5.83
Seagate Technology Com Stk 0.02 NEW 3891 56.03 0.00
STLD Steel Dynamics 0.02 -62.00% 11117 17.72 19.66
LRCX Lam Research Corporation 0.02 -46.00% 3990 55.39 71.60
LDK LDK Solar 0.02 +47.00% 350630 0.50 0.00
GME GameStop 0.02 NEW 5203 40.94 42.96
BONT Bon-Ton Stores 0.02 +10.00% 20103 10.94 10.02
NAV Navistar International Corporation 0.02 -24.00% 6588 34.00 37.70
EDMC Education Management 0.02 NEW 36800 4.86 1.63
IWN iShares Russell 2000 Value Index 0.02 NEW 2055 100.73 98.94
MXL MaxLinear 0.02 NEW 20917 9.47 9.80
Halcon Resources 0.02 -62.00% 56332 4.33 0.00
Wabash National Corp 3.375 '18 conv 0.02 NEW 150000 1.40 0.00
Kalobios Pharmaceuticals 0.02 NEW 73870 2.71 0.00
Norcraft 0.02 NEW 14289 16.87 0.00
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.01 -18.00% 22000 3.41 0.00
Group 1 Automotive Inc frnt 2.250% 6/1 0.01 +125.00% 90000 1.20 0.00
MTG MGIC Investment 0.01 -15.00% 11044 8.51 7.77
Omnicom Group Inc debt 0.01 +83.00% 99000 1.33 0.00
Emerald Oil 0.01 NEW 11483 6.71 0.00
Priceline Com Inc note 1.250% 3/1 0.01 32000 3.91 0.00
Prospect Capital Corporati mtnf 5.375% 0.01 -94.00% 48000 1.06 0.00
Allegheny Technologies Inc note 4.250% 6/0 0.00 41000 1.02 0.00
United States Stl Corp New note 4.000% 5/1 0.00 43000 1.00 0.00
Sunpower Corp conv 0.00 NEW 19000 1.53 0.00
Prospect Capital Corp note 6.250%12/1 0.00 31000 1.06 0.00
Rwt 4 5/8 04/15/18 0.00 24000 1.08 0.00

Past 13F-HR SEC Filings for SSI INVESTMENT MANAGEMENT